UniCredit Call 22 VAS 18.09.2024
/ DE000HD0A488
UniCredit Call 22 VAS 18.09.2024/ DE000HD0A488 /
| 2024-05-22 7:26:15 PM |
Chg.-0.460 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.630EUR |
-9.04% |
4.530
Bid Size: 1,000 |
6.010
Ask Size: 1,000 |
VOESTALPINE AG |
22.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD0A48 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.34 |
| Intrinsic value: |
4.98 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
4.98 |
| Time value: |
0.39 |
| Break-even: |
27.37 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.38 |
| Spread %: |
7.62% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
4.70 |
| Rho: |
0.06 |
Quote data
| Open: |
4.820 |
| High: |
4.820 |
| Low: |
4.430 |
| Previous Close: |
5.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.04% |
| 1 Month |
|
|
+23.14% |
| 3 Months |
|
|
+7.42% |
| YTD |
|
|
-37.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.090 |
3.990 |
| 1M High / 1M Low: |
5.090 |
3.430 |
| 6M High / 6M Low: |
7.810 |
3.420 |
| High (YTD): |
2024-01-02 |
7.300 |
| Low (YTD): |
2024-03-06 |
3.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.124 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.77% |
| Volatility 6M: |
|
100.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
